Blender Cycles - Hair Edges are Gray
It might have to do with pre-multiplied alpha channels in the PNG image, though I am not sure how to solve it correctly in Blender.

I suspect the problem here is the alpha map transitions softly from hair color to transparent, but the Cycles transparency has a different color from the opaque area (in this case white).

One way to work around it that might mitigate the problem is to change the color of the transparent material to match the color of the hair.

Try plugging in the Image color output to the color input socket of the Transparent node also, to see if it helps.

Depending on how the hair color is setup (if the transparent areas of the image still have hair color) it may reduce the issue.